+41.2%
UL vs OTIS
+97.1%
-55.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +0.5% | -2.0% | +2.5% | +1.0% |
| 3M | +17.6% | +2.6% | +15.0% | +16.8% |
| 6M | -5.4% | -20.9% | +15.6% | +0.2% |
| YTD | +0.7% | -17.1% | +17.8% | +5.3% |
| 1Y | -9.3% | -15.9% | +6.6% | -5.5% |
| 3Y | +24.5% | -12.7% | +37.3% | +27.3% |
| 5Y | +23.2% | -15.7% | +38.9% | +24.8% |
| All | +41.2% | +97.1% | -55.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling